There’s no question that it is much more practical to have a tonearm with a detachable head shell. There is also no question in my mind that, everything else being equal, having a fixed head shell has sonic advantages. Whether those sonic advantages are significant enough to justify giving up the practical advantages of detachable head shells is a personal call. Since it is practically impossible to compare both approaches in a situation where everything else is equal, the reason that I feel there are sonic advantages to fixed head shells is the following:
Years ago, when I had more time on my hands and was more obsessive about this hobby I spent quite a bit of time with a soldering iron modifying my components. As crazy as it sounds even to me today, at one point I actually had my entire system (with the exception of cartridge pins and power cords at the wall outlets) hard wired. Not a single connector on any of the cables, low level or high, in sight. Straight shot of tonearm wire from cartridge clips to preamp where it was soldered to the phono section’s circuit board. Interconnects to amplifier and speaker cables at both ends were, likewise, hardwired. My point in bringing this up is that every time that I eliminated a connector or some kind from the signal path there was an audible improvement in sound So, for me, it would defy logic to think that the elimination of the additional contact points introduced by a head shell would not result in a sonic improvement; especially considering a cartridge’s very low level,signal. Again, whether the improvement in sound is worth the hassle and inconvenience is a personal call; but the improvement was real.
However, this is really all academic since a superior arm design with a detachable head shell will be superior to a lesser design with a non-detachable head shell. I am not aware of any arm that comes both ways, detachable and non-detachable.